煤电能源供应链交易稳定匹配及风险管理研究

发布时间：2018-05-07 00:09

  本文选题：交易稳定匹配 + 激励相容性　； 参考：《华北电力大学(北京)》2016年博士论文

【摘要】：中国是世界的煤炭消费大国,每年的煤炭消费总量约占世界煤炭消费总量的一半以上；同时,中国的煤电装机容量约占全国发电技术装机容量的70%。目前,煤、电能源仍是中国能源问题的关键,煤、电产业发展仍是中国能源产业发展的基础。2015年,中国第二轮电力体制改革正式启动,随后巴黎气候大会也成功召开,这对中国煤电能源供应链的发展产生了持续性的影响；加之中国能源“十三五”规划也为煤炭消费总量和煤电发展装机调整指明了方向。因此,煤电能源供应链的发展问题,尤其是交易稳定匹配和供应链风险管理问题,迫在眉睫。本文以中国煤电能源供应链的发展现状和问题为基础,分析能源供应链的交易稳定匹配及风险管控问题。文章共分为十章内容,具体工作如下：第一章在介绍论文选题背景的基础上,分角度阐述选题目的和意义,基于此,给出文章框架、技术路线、研究难点、关键问题及创新点。第二章基于煤电能源供应链的市场现状和政策环境,利用系统动力学方法,构建用以描述中国煤电能源供应链的系统动力学(SD)模型,为下文的分析界定边界、奠定研究基础。第三章定义了交易一治理总成本,利用制度变迁演化博弈分析和交易成本离散结构分析,对中国煤电交易的经济行为及边界选择的问题进行研究。结果表明：(1)理论层面,煤、电企业在进行经济策略选择时,其交易成本和治理成本应为双方主体做出有效选择的基础；(2)技术层面,在选择“购买”或“生产”的问题上,煤、电企业不仅要根据成本和指标概率等信息做出交易决策,还需依据主体的专用性资产实际情况权衡长期的交易成本节约问题；(3)现实层面,当煤、电企业双方主体的专用性资产发生动态变化时,随着制度变迁,双方企业的策略选择结果会体现三种趋势,即市场制、混合制和层级制。第四章,首先,界定“煤电交易”的属性和治理结构；其次,优化延迟选择和拒绝机制,形成适合于煤电交易的匹配算法：再次,为偏好排序构建得分数、潜在收益、意愿信任和弹性模型,利用自适应系统进行边界选择；最后,通过模拟仿真,验证理论假设、算法可行性和模型有效性。结果表明：(1)效率可保证企业的有效供给和产出,信任的地位应仅次于收益；(2)当发电企业对煤电企业的打分高于自身的得分数时,发电企业会倾向于“购买”煤炭；(3)控制和调整煤炭产业规模方面,既应合理适度地淘汰产能落后的现役煤炭企业,又应通过发电企业设置必要的市场准入壁垒。第五章总结了国家鼓励煤炭进口的六点原因。应用数学模型对激励相容机制进行设计。激励相容性约束的目的是保证企业真实披露,防止将进口煤炭效率的“高”报“低”。通过评价利润、社会福利以及效用,使企业选择政府期望的进口煤炭投入水平进行生产；再由政府进行补偿,以专项资金的形式促进发电企业开发境外煤炭资源并获得收益。此时政府和企业形成“委托一代理”关系。第六章定义了“供应链风险递展”的概念,并将风险递展过程分为“效果型”、“结构型”和“过程型”等三类,并利用解释结构方程和卡方自动交叉检验方法,分别对结构型递展和过程型递展的作用机理进行建模和分析,(1)结构型递展过程主要体现于风险之间的结构关系,过程型递展过程主要针对并体现于双方主体在决策过程中对风险的考量优先排序；(2)结构型递展过程将煤电能源供应链风险指标分布于8个层次,“制度法律风险”和“经济周期风险”是影响能源供应链安全性的风险源头；(3)对于过程型递展,将煤电能源供应链风险指标为18个类别,并筛选出可影响供应链安全性的9个风险。第七章针对中国煤电能源供应链的绩效和风险管理,研究煤电能源供应链风险管理的风险评价测度问题。基于供应链部门关系的界定,利用价值驱动树方法对风险源传递关系进行梳理,构建中国煤电能源供应链指标体系。通过社会问卷调查的方式收集样本,进行主成分分析,建立结构方程模型(SEM)；为测量指标权重,对风险因子载荷分析、二级因子路径系数进行计算；基于指标相关性的指标权重确定方法,得到煤炭供应链风险评价测度模型。第八章,首先对供应链不确定性、供应链风险和鲁棒优化进行了全面分析,界定了供应链节点企业,指出实际管理中的“下行风险”是煤电能源供应链风险管理的重点。然后,以为基于价值的管理提供实用的决策支持为建模思路,建立了基于鲁棒优化的煤电能源供应链风险管理模型,并对基本模型、对等模型和决策模型进行了详细阐述。最后,通过算例和科学的量化指标,从方案鲁棒性、目标鲁棒性和信息鲁棒性3个方面讨论了模型的有效性。第九章分析了能源安全、环境保护和气候变化问题关系着国民经济的发展,利用PEST-SWOT分析和波特五力分析,针对中国煤电能源供应链碳管理的环境现状和战略问题进行研究。设计适合中国煤电能源供应链碳管理的协同机制,并构建评价指标体系ANP模型。第十章对全文的结论和政策涵义进行总结。
[Abstract]:China is the largest coal consumption country in the world, and the annual total consumption of coal accounts for more than half of the total amount of coal consumption in the world. At the same time, coal and electric energy are still the key of China's energy problem, coal and electrical industry are still the basis for the development of China's energy industry. The second round of China's electric power system reform was officially launched in.2015, and the Paris climate conference was held successfully, which had a continuous impact on the development of China's coal and electricity supply chain. In addition, China's energy "13th Five-Year" plan also pointed out the direction for coal consumption and coal electricity development adjustment. The problem of the development of the chain, especially the transaction stability matching and the risk management of the supply chain, is imminent. Based on the development status and problems of China's coal and electricity supply chain, this paper analyzes the problem of the transaction stability matching and risk control in the energy supply chain. The article is divided into ten chapters, the specific work is as follows: the first chapter is the introduction On the basis of the background of the article, the purpose and significance of the topic are expounded. Based on this, the article frame, the technical route, the research difficulty, the key problem and the innovation point are given. The second chapter is based on the market status and policy environment of the coal power supply chain, and uses the system dynamics method to construct the system movement to describe the Chinese coal and electricity supply chain. The mechanics (SD) model defines the boundary for the following analysis and lays the foundation for the research. The third chapter defines the total management cost of the transaction, and makes use of the evolutionary game analysis and the discrete structure analysis of transaction cost to study the problems of the economic behavior and boundary selection of China's coal and electricity trading. The results show that (1) the theoretical level, coal and electric enterprises In the choice of economic strategy, the transaction cost and the management cost should be the basis for the effective choice between the two parties. (2) on the technical level, in the choice of "purchase" or "production", coal and electric enterprises should make decisions not only according to the information of cost and index probability, but also according to the actual situation of the specific assets of the main body. The problem of long-term transaction cost saving is weighed. (3) on the realistic level, when the specific assets of the main body of the coal and electric enterprises change dynamically, with the change of the system, the results of the strategy selection of the two enterprises will reflect the three trends, namely, the market system, the mixed system and the hierarchy. The fourth chapter, first, defines the properties and governance of the "coal electricity trade". Secondly, the optimization of delay selection and rejection mechanism is optimized to form a matching algorithm suitable for coal and electricity transactions: again, the scores, potential benefits, will trust and elastic models are constructed for preference ordering, and the adaptive system is used to carry out boundary selection. Finally, the theoretical hypothesis, the feasibility of the algorithm and the validity of the model are verified by simulation. The results are as follows: (1) the efficiency can guarantee the effective supply and output of the enterprise, and the position of trust should be second only to the income. (2) the power generation enterprises will tend to "buy" coal when the power enterprises score higher than their own scores, and (3) to control and adjust the scale of the coal industry, it should be reasonable and appropriate to eliminate the backward production capacity. The coal enterprises in service should set up the necessary market access barriers through the power generation enterprises. The fifth chapter summarizes the six reasons for encouraging coal import by the state. The incentive compatibility mechanism is designed by applying the mathematical model. The purpose of incentive compatibility constraint is to guarantee the true disclosure of the enterprise and prevent the "high" of the import coal efficiency. To evaluate the profit, social welfare and utility, make the enterprise choose the imported coal input level expected by the government and make the compensation by the government. The government and the enterprise form the "principal agent" relationship in the form of special funds. The sixth chapter defines "supply". The concept of chain risk exhibition is divided into three categories: "effect type", "structural type" and "process type", and the interpretation structure equation and the chi square automatic cross test method are used to model and analyze the mechanism of the structural and process recursion respectively. (1) the process of the structure type is mainly reflected in the wind. The structural relationship between risk and process is mainly aimed at and embody the priority ranking of risk considerations in the process of decision-making; (2) the process of structural delivery will distribute the risk indicators of coal energy supply chain on 8 levels, and "institutional legal risk" and "economic cycle risk" are the impact of energy supply chain security. The source of the risk; (3) for the process delivery, the coal and electricity supply chain risk indicators are 18 categories, and the 9 risks that can affect the supply chain security are screened. The seventh chapter is based on the performance and risk management of China's coal and electricity supply chain, and studies the risk assessment and measurement of the risk management of coal and electricity supply chain. The definition of the door relationship, the use of value driven tree method to comb the risk source transfer relationship, construction of China's coal and electricity supply chain index system. Through the social questionnaire survey method collection samples, the principal component analysis, the establishment of structural equation model (SEM); for the measurement of index weight, the risk factor load analysis, the two level factor path In the eighth chapter, the supply chain uncertainty, the supply chain risk and the robust optimization are comprehensively analyzed, and the supply chain node enterprises are defined, which means that the "downlink risk" is the coal power energy. The key point of risk management in supply chain. Then, in order to provide practical decision support for value based management as a modeling idea, a risk management model of coal electricity supply chain based on robust optimization is set up, and the basic model, peer model and decision model are elaborated in detail. The validity of the model is discussed in 3 aspects of robustness, target robustness and information robustness. The ninth chapter analyzes the energy security, environmental protection and climate change issues related to the development of the national economy. The PEST-SWOT analysis and Potter five force analysis are used to deal with the environmental status and strategic problems of China's coal energy supply chain carbon management. Research. Design a cooperative mechanism suitable for the carbon management of China's coal and electricity supply chain and construct the ANP model of the evaluation index system. The tenth chapter summarizes the conclusion and policy implications of the full text.

【学位授予单位】：华北电力大学(北京)
【学位级别】：博士
【学位授予年份】：2016
【分类号】：F274;F426.21;F426.61
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本文编号：1854509